BVT Call 96 NOVN 20.12.2024
/ DE000VM3V6S6
BVT Call 96 NOVN 20.12.2024/ DE000VM3V6S6 /
09/07/2024 19:40:30 |
Chg.+0.010 |
Bid21:55:37 |
Ask21:55:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
+1.82% |
- Bid Size: - |
- Ask Size: - |
NOVARTIS N |
96.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
VM3V6S |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
96.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
12/10/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
0.06 |
Time value: |
0.58 |
Break-even: |
105.22 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.09 |
Spread %: |
16.36% |
Delta: |
0.59 |
Theta: |
-0.02 |
Omega: |
9.24 |
Rho: |
0.24 |
Quote data
Open: |
0.580 |
High: |
0.600 |
Low: |
0.560 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.69% |
1 Month |
|
|
+21.74% |
3 Months |
|
|
+170.53% |
YTD |
|
|
+223.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.490 |
1M High / 1M Low: |
0.560 |
0.380 |
6M High / 6M Low: |
0.560 |
0.156 |
High (YTD): |
04/07/2024 |
0.560 |
Low (YTD): |
18/04/2024 |
0.156 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.530 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.471 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.325 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.83% |
Volatility 6M: |
|
164.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |